Phyllis Wan

Manuscripts

• Characterizing extremal dependence on a hyperplane (2024+). [arxiv]

• Graphical lasso for extremes (2023+), with Zhou, C. [arxiv]

• Goodness-of-fit testing for time series models via distance covariance (2022), with Davis, R.A.,  in Journal of Econometrics. [link, arXiv]

• Parametric and non-parametric estimation of extreme earthquake events: the joint tail inference for mainshocks and aftershocks (2021), with Cai, J.-J. and Ozel, G., in Extremes.  [link, arXiv, codes]

• K-means clustering of extremes (2020), with Janßen, A., in Electronic Journal of Statistics  [link, arXiv]

• Forecasting the urban skyline with extreme value analysis (2020), with Auerbach, J.L., in International Journal of Forecasting.  [link, arXiv]

• Are extreme value estimation methods useful for network data? (2020), with Wang, T., Davis, R.A. and Resnick, S.I., in Extremes.   [link, arXiv]

• Threshold selection for multivariate heavy-tailed data (2019), with Davis, R.A., in Extremes.  [link, arXiv]

• Applications of distance covariance to time series (2018), with Davis, R.A., Matsui, M. and Mikosch, T., in Bernoulli.  [link, arXiv]

• Fitting the linear preferential attachment model (2017), with Wang, T., Davis, R.A. and Resnick, S.I., in Electronic Journal of Statistics.  [link, arXiv]

• Nonstandard regular variation of in-degree and out-degree in the preferential attachment model (2016), with Samorodnitsky, G., Resnick, S.I., Towsley, D., Davis, R.A. and Willis, A., in Journal of Applied Probability.  [link, arXiv]

Google Scholar

Teaching

• @Erasmus

  • FEM21039: Topics in Advanced Statistics

  • FEB12005: Toegepaste Statistiek 2

  • FEB12005X: Applied Statistics 2

  • FEB23015: Seminar in Business Analytics and Quantitative Marketing

• @Columbia  

  • STAT 1111: Introduction to Statistics

  • Review for Theoretical Statistics PhD Qualification Exam